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02/10/2020
A general Bayesian bootstrap for censored data based on the beta-Stacy process
We introduce a novel procedure to perform Bayesian non-parametric infere...
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05/28/2019
Conditionally Gaussian Random Sequences for an Integrated Variance Estimator with Correlation between Noise and Returns
Correlation between microstructure noise and latent financial logarithmi...
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12/01/2018
The semi-Markov beta-Stacy process: a Bayesian non-parametric prior for semi-Markov processes
The literature on Bayesian methods for the analysis of discrete-time sem...
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11/29/2018